+2.9%
VFC vs COPX
+198.0%
-195.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.1% | -6.0% | -3.5% |
| 7D | +0.8% | +5.8% | -4.9% | -1.5% |
| 30D | -11.9% | +7.2% | -19.2% | -14.7% |
| 3M | -20.2% | +16.5% | -36.7% | -25.7% |
| 6M | -23.0% | +18.4% | -41.4% | -29.8% |
| YTD | -26.2% | +31.9% | -58.1% | -36.3% |
| 1Y | -13.3% | +88.5% | -101.8% | -35.9% |
| 3Y | -25.5% | +173.1% | -198.6% | -53.1% |
| 5Y | -78.1% | +193.1% | -271.2% | -86.9% |
| 10Y | -68.8% | +591.7% | -660.5% | -87.2% |
| All | +2.9% | +198.0% | -195.1% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded COPX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling